Hi Group,
For quite some time I observe that some data subscriptions do not hold overnight. Most of them are streaming Level I tick data.
My routine includes daily restart at 5PM EST, this is when all market data subscriptions are started.
Stock symbols pause trading at 8PM EST, and remain idle until IB restart at around 1-2AM EST.
Everything runs smooth for most symbols during all the reconnections, but for some symbols.
Usually what happens, a few symbols just fail to acquire data starting at 4AM EST unless I restart again.
The weird part is that they are different symbols each time, and there're no errors logged whatsoever.
Again no changes to data subscriptions are made from the start at 5PM until 4AM when ETH starts trading.
Just some subscriptions do not remain it seems.
This is quite difficult to catch, as many symbols do not open legitimately at 4AM as there're no quotes or trades.
But this shouldn't happen to actively traded symbols.
No data lines limits are breached.
Where should I look to see why this happens?
?
?
